The First Time Me Eat Cookie

"The First Time Me Eat Cookie" is a Sesame Street song that first aired in a 2004 episode.
Cookie Monster sings the song over a flashback of him as a baby, being given cookies in his high chair by his mother. In this song, he reveals that he had a name before his first taste of cookies:

“Me was just a mild-mannered little kid. In fact, back then, me think me name was Sid. Yeah, yeah.”

In a 2010 post on the Sesame StreetTwitter feed, Cookie Monster tweeted: "Me wasn’t born with name 'Cookie Monster'. It just nickname dat stuck. Me don’t remember me real name... maybe it was Sidney?"